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The implied arbitrage mechanism in financial markets
Shiyi, Chen; Chng, Michael T.; Liu, Qingfu - In: Journal of econometrics 222 (2021) 1,2, pp. 468-483
Persistent link: https://www.econbiz.de/10012619708
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Nonclassical demand : a model-free examination of price-quantity relations in the Marseille fish market
Härdle, Wolfgang - In: Journal of econometrics 67 (1995) 1, pp. 227-257
Persistent link: https://www.econbiz.de/10001333010
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Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang - In: Journal of econometrics 81 (1997) 1, pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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Network quantile autoregression
Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, … - In: Journal of econometrics 212 (2019) 1, pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
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Tail event driven networks of SIFIs
Chen, Yi-Hsuan; Härdle, Wolfgang; Okhrin, Yarema - In: Journal of econometrics 208 (2019) 1, pp. 282-298
Persistent link: https://www.econbiz.de/10012144998
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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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Robustifying Markowitz
Petukhina, Alla; Klochkov, Yegor; Härdle, Wolfgang; … - In: Journal of econometrics 239 (2024) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10015074495